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Exhibit: Consider a stock with a volatility of its logarithm of o = 3 0 % . The current price of the stock is $
Exhibit: Consider a stock with a volatility of its logarithm of o The current price of the
stock is $ The stock pays no dividends. An American call option on this stock has an expiration date months from now and a strike price of $ The riskfree interest rate r is compounded continuously.
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